+1,680.9%
SPGI vs LYB
+634.9%
+1,046.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.7% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | +5.4% | +9.5% | -4.1% | +2.6% |
| 3M | +9.0% | +1.3% | +7.8% | +8.0% |
| 6M | +0.8% | -1.7% | +2.5% | -0.8% |
| YTD | -12.6% | +54.1% | -66.7% | -25.4% |
| 1Y | -16.1% | +25.7% | -41.8% | -24.4% |
| 3Y | +19.0% | -20.9% | +39.9% | +20.7% |
| 5Y | +5.1% | -1.5% | +6.6% | -2.5% |
| 10Y | +295.5% | +45.0% | +250.5% | +191.5% |
| All | +1,680.9% | +634.9% | +1,046.0% | +582.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling